A novel system for the preparation of nanocomposites metal-polymer, structured as nanoparticles embedded into a polymer matrix is presented in this work. For the preparation of such samples it was designed and built a thermo-mechanical device, adapted to a DC magnetron sputtering chamber, in order to melt polymers "in situ" and to incorporate into them metallic nanoparticles, generating in this way metal-polymer nanocomposites. The device consists of a metal container heated by an electrical resistor, and of a rotating cylinder, driven by a step motor with computer control, which exposes the melted polymer to the material sputtered by the magnetron. We report the results obtained by sputtering metallic iron on Polycaprolactone as the polymer melt. The results allow us to conclude that, with our method one can incorporate into the polymer nanowires of metallic iron with average values of 150 nm long and 21 nm thick.